Why is a disconnected bone still following its former parent?
you have to really delete the parenting. In edit mode select your bone, in bone's options tab it's parent should appear, click X.



But the real problem was...

In pose mode, adding a constraint that needs a target (IK, track,...) with hotkey Ctrl+Shift+C should be done selecting it (the target) first, then the bone to constraint. If you don't select a target, an empty is added and becomes the target. This won't happen using the constraint menu.